Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2026-01-04 0.208651 0.223978 0.240331 0.259155 0.280321 0.303498 0.330953
2026-01-11 0.186843 0.206689 0.228882 0.255770 0.287784 0.325099 0.372514
2026-01-18 0.174197 0.197248 0.223994 0.257775 0.299980 0.351927 0.422303
2026-01-25 0.159657 0.183826 0.212632 0.250155 0.298785 0.361264 0.450455
2026-02-01 0.147608 0.172227 0.202204 0.242253 0.295772 0.367104 0.473762
2026-02-08 0.140039 0.165462 0.197061 0.240321 0.299909 0.382336 0.511685
2026-02-15 0.136389 0.163255 0.197366 0.245293 0.313502 0.411816 0.574856
2026-02-22 0.131102 0.158531 0.193949 0.244756 0.319020 0.429802 0.622500
2026-03-01 0.126016 0.153731 0.190050 0.243113 0.322555 0.444857 0.667388
2026-03-08 0.120742 0.148380 0.185043 0.239444 0.322576 0.454112 0.703277
2026-03-15 0.115885 0.143340 0.180161 0.235564 0.321823 0.461821 0.737357
2026-03-22 0.113538 0.141586 0.179722 0.238130 0.331281 0.487589 0.811507
2026-03-29 0.111935 0.140849 0.180770 0.243142 0.345389 0.523779 0.917300
2026-04-05 0.108430 0.137287 0.177553 0.241348 0.347989 0.539371 0.981791
2026-04-12 0.106396 0.135702 0.177112 0.243825 0.358021 0.570254 1.091192
2026-04-19 0.101989 0.130550 0.171157 0.237122 0.351392 0.567585 1.115214
2026-04-26 0.097736 0.125478 0.165125 0.229977 0.343446 0.561396 1.128672
2026-05-03 0.095168 0.122759 0.162512 0.228261 0.345165 0.575314 1.202076
2026-05-10 0.094380 0.122589 0.163725 0.232892 0.358893 0.616526 1.370622
2026-05-17 0.092376 0.120550 0.161973 0.232413 0.362911 0.636992 1.482951
2026-05-24 0.090238 0.118239 0.159700 0.230902 0.364788 0.652816 1.586508
2026-05-31 0.087775 0.115365 0.156440 0.227514 0.362696 0.659016 1.658154
2026-06-07 0.085386 0.112538 0.153157 0.223925 0.359941 0.663299 1.724963